BVT Put 150 VST 21.03.2025
/ DE000VC9FEY2
BVT Put 150 VST 21.03.2025/ DE000VC9FEY2 /
| 1/24/2025 8:29:22 AM |
Chg.-0.110 |
Bid10:24:14 AM |
Ask10:24:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-22.00% |
0.370
Bid Size: 14,000 |
0.390
Ask Size: 14,000 |
Vistra Corp |
150.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VC9FEY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/26/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.55 |
| Parity: |
-4.02 |
| Time value: |
0.45 |
| Break-even: |
139.51 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
3.12 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
-0.15 |
| Theta: |
-0.10 |
| Omega: |
-6.10 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.68% |
| 1 Month |
|
|
-82.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
-81.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.390 |
| 1M High / 1M Low: |
2.180 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
2.180 |
| Low (YTD): |
1/22/2025 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |